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  • Asset-Backed Securities
    25, No. 3* San Francisco Annual Meeting October 17-20, 1999 Session 102PD Asset-Backed Securities ... securitization. You can achieve AAA rating with as little as 17% subordination on a Green Tree transaction. However ...

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    • Authors: Peter Tilley, Mark S Corbett, Ernie P Friesen, Anatoly Burman
    • Date: Oct 1999
    • Competency: External Forces & Industry Knowledge
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments
  • Cox, Ingersoll and Ross Models of Interest Rates
    Cox, Ingersoll And Ross Models Of Interest Rates 17 Leblanc, Renault, and Scaillet in finance and ... make some kind of calculation like this (Figure 17). No, because we have local time that appears with ...

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    • Authors: Peter Tilley, Wojciech Szatzschneider
    • Date: May 2002
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments>Investments; Modeling & Statistical Methods>Forecasting
  • Risks and Rewards Newsletter, August 1999, Issue No. 33.
    Gold by Nino Boezio.............................17 Stochastic Modeling for Segregated Fund/Variable ... Celebration and Annual Meeting in San Francisco October 17-20. This meeting is expected to break past annual ...

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    • Authors: Nancy Bennett, Nino A Boezio, Douglas Doll, Paul Donahue, Luke Girard, Peter Tilley, Mark Bursinger, Anthony Dardis, Craig Fowler, Frank Grossman, Edwin A Martin, William L Babcock, Mark S Tenney, Scott A Martin, Antero Ranne, Alton Cogert, Cecilia Green, Michael Murphy, Anne Chamberlain Shaw
    • Date: Aug 1999
    • Publication Name: Risks & Rewards
  • Risks in Investment Accumulation Products: Recent Research
    Risks in Investment ... 25, No. 3* San Francisco Annual Meeting October 17-20, 1999 Session 130PD Risks in Investment Accumulation ... Recent Research 17 Instead of using a statistical confidence limit ...

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    • Authors: Steven Miller, Peter Tilley, Martin Leroux
    • Date: Oct 1999
    • Competency: Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments; Modeling & Statistical Methods
  • Risks and Rewards Newsletter, February 2002, Issue No. 38
    investment management expenses, 0.05% for asset defaults 17 and 0.10% for administrative expenses, giving a total ... Defined Benefit Pension Plans continued from page 17 Federal Reserve Board of Governors Statistical Release ...

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    • Authors: Nino A Boezio, David Ingram, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Marshall C Greenbaum, Adam Zivitofsky, Thomas Merfeld
    • Date: Feb 2002
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, February 2003, Issue No. 41
    D. Tilley 17 A Balanced Outlook: The Latest Views of Jack Bogle by Richard Q. Wendt 17 SOA Offers ... additions. FEBRUARY 2003 • RISKS AND REWARDS • 17 Richard Q. Wendt, FSA, CFA, is principal at Towers ...

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    • Authors: Lawrence N Bader, Nino A Boezio, Paul Donahue, Anson Glacy, Jeremy Gold, David Ingram, Max Rudolph, Peter Tilley, Richard Wendt, Douglas A George, Valentina A Isakina, Lilli Segre Tossani
    • Date: Feb 2003
    • Publication Name: Risks & Rewards
  • Risks and Rewards Newsletter, September 2000, Issue No. 35
    Analyzing Historical Asset Returns continued from page 17 Standard Deviation of Long Government Bonds Lehman ... Govt Bond Index 10% 11% 12% 13% 14% 15% 16% 17% 18% D e c - 9 1 D e c - 9 2 D e c - 9 3 D e ...

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    • Authors: Jeremy Gold, Josephine Marks, Victor Modugno, Max Rudolph, Peter Tilley, Richard Wendt, Frank Grossman, Stephen Britt
    • Date: Sep 2000
    • Publication Name: Risks & Rewards
  • Translating Bond Default Experience Studies into a Pricing Deduction
    Translating Bond Default Experience Studies into a Pricing Deduction 1999 SOA Regional Meeting, Atlanta. In this presentation ... into a Pricing Deduction 17 make adjustments to the transition matrix to add ...

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    • Authors: Application Administrator, Peter Tilley, David X Li
    • Date: May 1999
    • Competency: Results-Oriented Solutions; Technical Skills & Analytical Problem Solving
    • Publication Name: Record of the Society of Actuaries
    • Topics: Finance & Investments
  • General Asset/Asset Specific Modeling
    General Asset/Asset Specific Modeling Presented at September 1995 Valuation Actuary Symposium. This ... have interest rates that are hitting the 15% - 17% levels, make sure you've got those lifetime caps ...

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    • Authors: David N Becker, Peter Tilley
    • Date: Sep 1995
    • Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
    • Topics: Modeling & Statistical Methods>Asset modeling; Technology & Applications>Software
  • Balancing Risks
    Balancing Risks From a session at the Spring regional meeting of the Society of Actuaries held ... elements across the products. You end up with only $17 million, in terms of a correlated total on risk, ...

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    • Authors: Nancy Bennett, Francis Sabatini, Peter Tilley
    • Date: May 1999
    • Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
    • Publication Name: Record of the Society of Actuaries
    • Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Risk measurement - Finance & Investments
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